V-Lab
Ashtead Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.72% (+1.55%)
Analysis last updated: Friday, May 3, 2024 at 02:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 9.84 | |
| 0.0168 | 10.99 | |
| 0.9589 | 661.31 | |
| 0.0472 | 12.92 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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